+18.6%
HYG vs JD
-62.5%
+81.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.7% | -2.6% | +1.9% | -0.6% |
| 30D | -0.6% | -15.4% | +14.8% | +0.2% |
| 3M | +0.4% | -5.0% | +5.4% | +0.6% |
| 6M | +1.2% | +0.9% | +0.3% | +1.0% |
| YTD | +1.5% | -2.5% | +4.0% | +1.4% |
| 1Y | +3.2% | -16.0% | +19.2% | +3.8% |
| 3Y | +25.9% | -8.5% | +34.4% | +24.7% |
| 5Y | +18.6% | -61.8% | +80.3% | +19.9% |
| All | +18.6% | -62.5% | +81.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling